@Article{Matsumoto1998,
  author  = {M. Matsumoto and T. Nishimura},
  title   = {Mersenne Twister: a 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator},
  journal = {ACM Transactions on Modeling and Computer Simulation (TOMACS)},
  year    = {1998},
  volume  = {8},
  number  = {1},
  pages   = {3--30},
  doi     = {10.1145/272991.272995},
  file    = {:pdf/Matsumoto1998 - Mersenne Twister\: a 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator.pdf:PDF},
  groups  = {Pseudo-Random Number Generator (PRNG)},
}

@Article{Box1958,
  author    = {G. E. P. Box and M. E. Muller and others},
  title     = {A Note on the Generation of Random Normal Deviates},
  journal   = {The Annals of Mathematical Statistics},
  year      = {1958},
  volume    = {29},
  number    = {2},
  pages     = {610--611},
  file      = {:pdf/Box1958 - A Note on the Generation of Random Normal Deviates.pdf:PDF},
  groups    = {Pseudo-Random Number Generator (PRNG)},
  keywords  = {Box-Muller, Box, Muller},
  publisher = {Institute of Mathematical Statistics},
  doi       = {10.1214/aoms/1177706645}
}

@Article{Marsaglia2000,
  author   = {G. Marsaglia and W. W. Tsang},
  title    = {The Ziggurat Method for Generating Random Variables},
  journal  = {Journal of Statistical Software},
  volume   = {5},
  number   = {8},
  year     = {2000},
  keywords = {},
  abstract = {We provide a new version of our ziggurat method for generating a random variable from a given decreasing density. It is faster and simpler than the original, and will produce, for example, normal or exponential variates at the rate of 15 million per second with a C version on a 400MHz PC. It uses two tables, integers ki, and reals wi. Some 99% of the time, the required x is produced by: Generate a random 32-bit integer j and let i be the index formed from the rightmost 8 bits of j. If j < k, return x = j x wi. We illustrate with C code that provides for inline generation of both normal and exponential variables, with a short procedure for settting up the necessary tables.},
  issn     = {1548-7660},
  pages    = {1--7},
  doi      = {10.18637/jss.v005.i08},
}